0.30Open0.18Pre Close33 Volume30.64K Open Interest2.50Strike Price830.00Turnover58.71%IV4.26%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6311Delta1.1041Gamma10.44Leverage Ratio-0.0027Theta-0.0009Rho-6.59Eff Leverage0.0022Vega